Russell 2000 Uptrend Replay (2021-05-12 to 2021-06-08)
Replay 38 daily bars of the Russell 2000 from April 2021, navigating a 7.3% drawdown within a market that closed only -0.8%. Walk through each trading day, face 7 decision points with 3 critical choices, and receive an AI coach review of your simulated performance.
38 daily bars · 7 decision points · 2021-04 to 2021-06 · Stocks
Key facts
This window spans 54 days with a peak-to-trough drawdown of 7.3% and a 9.8% run-up.
- Max drawdown
- −7.3%
- Max run-up
- +9.8%
- Duration
- 54 days
- Largest single-day move
- −3.3%
- Bars
- 38 Daily bars
- Decision points
- 7
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
This replay immerses you in the Russell 2000 during a volatile spring of 2021. Over 38 daily bars spanning April 28 to June 21, you navigate a market that offered surprisingly little net change yet harbored significant internal turbulence. The scenario presents 7 decision points, including 3 critical moments, where your choices shape how well you preserve capital and maintain discipline when the tape becomes treacherous.
The numbers tell a story of deceptive calm. The index closed the period at 2286.09, down just -0.8% from its opening of 2304.16. Yet this sedate headline figure conceals a maximum drawdown of 7.3% and a largest single-bar move of 3.3%. A participant who simply held through the turbulence would have endured nearly ten times the headline loss at some point before recovering. The challenge lies not in directional conviction but in surviving the interim volatility without capitulating or overtrading.
This scenario sharpens decision training by exposing the psychological trap of shallow performance metrics. A -0.8% final outcome sounds harmless, but experiencing 7.3% of interim pain demands emotional resilience and sound process. You learn to separate the noise of daily fluctuations from the underlying signal, practice position sizing that accommodates 3.3% intraday shocks, and build the discipline to avoid reactive decisions when drawdowns test your conviction. These skills transfer far beyond this specific historical window.